An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
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|Date of creation:||01 Jul 2002|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.cepremap.cnrs.fr/sce2002.html/|
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- Franklin Allen & Risto Karjalainen, . "Using Genetic Algorithms to Find Technical Trading Rules (Revised: 20-95)," Rodney L. White Center for Financial Research Working Papers 20-93, Wharton School Rodney L. White Center for Financial Research.
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